Tag: VIX
Analysis: commoditising volatility
International | Expert View
06 Nov 2023 by Tim Mortimer - FVC
Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.
Credit VIX – tracking the credit markets
International | Indices
18 Oct 2023 by Summer Wang
The recent launch of the latest VIX iteration indicates the increasing investor focus on credit as higher rates crush corporates.
Research: volatility and OTM call returns
International | Products
03 Oct 2023 by Tobias Sichert
Standard option pricing models in finance, like the Black-Scholes model, would suggest that call returns are positive, and that call returns should be higher, the higher the strike of the option.
Latest: Cboe, S&PDJI partner to launch new credit VIX
International | Products
03 Oct 2023 by SRP News
Cboe Global Markets and S&P Dow Jones Indices (S&P DJI) have announced the launch of four new credit volatility indices (Credit VIX) to provide a VIX Index-like measure for credit market volatility.
Research: volatility and OTM call returns
International | Expert View
02 Oct 2023 by Tobias Sichert
Standard option pricing models in finance, like the Black-Scholes model, would suggest that call returns are positive, and that call returns should be higher, the higher the strike of the option.
Low volatility opportunities
International | Expert View
03 Aug 2023 by Tim Mortimer - FVC
In the early stages of the Covid pandemic in 2020, there was significant economic turmoil and a stock market crash.
Low volatility opportunities
International | Products
02 Aug 2023 by Tim Mortimer - FVC
In the early stages of the Covid pandemic in 2020, there was significant economic turmoil and a stock market crash.
Latest: Barclays suspends sales and issuances of oil, VIX ETNs
International | Products
15 Mar 2022 by SRP News
Barclays Bank has suspended any new sales from inventory and any issuances of each of the iPath Pure Beta Crude Oil ETNs due April 18, 2041 and the iPath Series B S&P 500 VIX Short-Term Futures ETNs due January 23, 2048, until further notice.
Analysis: coping with market corrections
International | Industry
16 Feb 2022 by Tim Mortimer - FVC
As has been widely reported in the financial press recently most major markets have experienced a significant correction from the highs posted at the end of 2021.
